W. Wong

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom W. Wong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jeremy Berkowitz
  2. W. Chan
  3. John M. Maheu
  4. P. Giot
  5. Sébastien-Yves Laurent
  6. Jun Pan
  7. Philippe Jorion
  8. Lawrence H. Summers
  9. Alexander J. McNeil

Who trusts W. Wong overall

  1. M. Nieto
  2. Pilar Abad
  3. Esther Ruiz
  4. Sonia Benito
  5. Carmen López

Papers from W. Wong's perspective

Ordered by how strongly the researchers W. Wong trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Conditional Jump Dynamics in Stock Market Returns
  2. Generalized autoregressive conditional heteroskedasticity
  3. The Pricing of Options and Corporate Liabilities
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. Asymptotic Inference about Predictive Ability
  8. Market Liquidity and Trading Activity
  9. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  10. An empirical investigation of continuous-time equity return models

Their papers